| Trading Metrics calculated at close of trading on 12-Aug-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2019 |
12-Aug-2019 |
Change |
Change % |
Previous Week |
| Open |
7,684.56 |
7,597.19 |
-87.37 |
-1.1% |
7,510.02 |
| High |
7,709.50 |
7,623.44 |
-86.06 |
-1.1% |
7,726.46 |
| Low |
7,591.14 |
7,528.95 |
-62.19 |
-0.8% |
7,356.27 |
| Close |
7,646.27 |
7,561.68 |
-84.59 |
-1.1% |
7,646.27 |
| Range |
118.36 |
94.49 |
-23.87 |
-20.2% |
370.19 |
| ATR |
129.10 |
128.26 |
-0.84 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,854.83 |
7,802.74 |
7,613.65 |
|
| R3 |
7,760.34 |
7,708.25 |
7,587.66 |
|
| R2 |
7,665.85 |
7,665.85 |
7,579.00 |
|
| R1 |
7,613.76 |
7,613.76 |
7,570.34 |
7,592.56 |
| PP |
7,571.36 |
7,571.36 |
7,571.36 |
7,560.76 |
| S1 |
7,519.27 |
7,519.27 |
7,553.02 |
7,498.07 |
| S2 |
7,476.87 |
7,476.87 |
7,544.36 |
|
| S3 |
7,382.38 |
7,424.78 |
7,535.70 |
|
| S4 |
7,287.89 |
7,330.29 |
7,509.71 |
|
|
| Weekly Pivots for week ending 09-Aug-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,686.90 |
8,536.78 |
7,849.87 |
|
| R3 |
8,316.71 |
8,166.59 |
7,748.07 |
|
| R2 |
7,946.52 |
7,946.52 |
7,714.14 |
|
| R1 |
7,796.40 |
7,796.40 |
7,680.20 |
7,871.46 |
| PP |
7,576.33 |
7,576.33 |
7,576.33 |
7,613.87 |
| S1 |
7,426.21 |
7,426.21 |
7,612.34 |
7,501.27 |
| S2 |
7,206.14 |
7,206.14 |
7,578.40 |
|
| S3 |
6,835.95 |
7,056.02 |
7,544.47 |
|
| S4 |
6,465.76 |
6,685.83 |
7,442.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,726.46 |
7,386.76 |
339.70 |
4.5% |
130.84 |
1.7% |
51% |
False |
False |
|
| 10 |
8,000.94 |
7,356.27 |
644.67 |
8.5% |
143.26 |
1.9% |
32% |
False |
False |
|
| 20 |
8,027.18 |
7,356.27 |
670.91 |
8.9% |
106.13 |
1.4% |
31% |
False |
False |
|
| 40 |
8,027.18 |
7,356.27 |
670.91 |
8.9% |
85.06 |
1.1% |
31% |
False |
False |
|
| 60 |
8,027.18 |
6,936.68 |
1,090.50 |
14.4% |
85.38 |
1.1% |
57% |
False |
False |
|
| 80 |
8,027.18 |
6,936.68 |
1,090.50 |
14.4% |
89.94 |
1.2% |
57% |
False |
False |
|
| 100 |
8,027.18 |
6,936.68 |
1,090.50 |
14.4% |
85.74 |
1.1% |
57% |
False |
False |
|
| 120 |
8,027.18 |
6,936.68 |
1,090.50 |
14.4% |
82.88 |
1.1% |
57% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,025.02 |
|
2.618 |
7,870.81 |
|
1.618 |
7,776.32 |
|
1.000 |
7,717.93 |
|
0.618 |
7,681.83 |
|
HIGH |
7,623.44 |
|
0.618 |
7,587.34 |
|
0.500 |
7,576.20 |
|
0.382 |
7,565.05 |
|
LOW |
7,528.95 |
|
0.618 |
7,470.56 |
|
1.000 |
7,434.46 |
|
1.618 |
7,376.07 |
|
2.618 |
7,281.58 |
|
4.250 |
7,127.37 |
|
|
| Fisher Pivots for day following 12-Aug-2019 |
| Pivot |
1 day |
3 day |
| R1 |
7,576.20 |
7,627.71 |
| PP |
7,571.36 |
7,605.70 |
| S1 |
7,566.52 |
7,583.69 |
|